Czech Koruna GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
5.67%
decreased by 0.05%
1 Week
5.71%
decreased by 0.01%
1 Month
5.87%
increased by 0.15%
Analysis last updated: Wednesday, June 10, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.74 | |
| 0.0366 | 16.88 | |
| 0.9607 | 603.46 | |
| -0.0029 | -1.06 |
Estimation Period:
Apr 19, 1993 to Jun 5, 2026
Apr 19, 1993 to Jun 5, 2026
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